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Discretisation of continuous-time stochastic optimal control problems with delay

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Bibliographic Details
Main Author: Fischer, Markus (Author)
Format: Book/Monograph Thesis
Language:English
Published: 2007
Subjects:
Hochschulschrift
Stochastische Differentialgleichung mit Gedächtnis
Markov-Kette mit stetiger Zeit
Stochastische optimale Kontrolle
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Author Notes:vorgelegt von Markus Fischer
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Discretisation of continuous-time stochastic optimal control problems with delay by Fischer, Markus (Author)

2007

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